[Ipopt] Linear coefficients in Jacobian matrix and new X flag

Cote, Pascal (RTA) Pascal.Cote at riotinto.com
Mon Apr 25 10:43:27 EDT 2011


Hi,

I saw that there is an option to tell Ipopt that the Jacobian matrix is constant. But my problem is that almost all my constraints are linear but very few of them are non linear and involve only one non linear variable. So, I cannot turn on the jac_constant flag.

My first question is did I have to re-insert constant elements on the Jacobian even if the new X flag is true or can I use, for example, a global variable that tell me if the function eval_jac_g is called at least one time with values !=NULL?

And finally if I turn on the jac_constant (suppose all my constraints are linear) did the function eval_jac_g will be call only once with values != NULL for all iterations?

Thank you
Pascal Côté, Ph.D. Ing. Jr.
Ingénieur analyste en recherche opérationnelle

Rio Tinto Alcan

Énergie électrique

1954 Davis, Jonquière, G7S 4R5, QC, Canada

T: +1 418-699-3860 (3675)   F: +1 418-699-3357

pascal.cote at riotinto.com<mailto:pascal.cote at riotinto.com>

http://www.riotinto.com/riotintoalcan


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